Time Series Analysis by State Space Methods (Bog, Hardback, Engelsk) af The late James (Formerly Professor of Statistics Durbin

Time Series Analysis by State Space Methods

(Bog, Hardback, Engelsk)
Forfattere: The late James (Formerly Professor of Statistics Durbin, Siem Jan (Department of Econometrics Koopman

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Beskrivelse

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.

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Alle detaljer

Forlag Oxford University Press
Forfattere The late James (Formerly Professor of Statistics Durbin, Siem Jan (Department of Econometrics Koopman
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2 Revised edition
Udgivelsesdato 03-05-2012
Første udgivelsesår 2012
Serie Oxford Statistical Science Series
Illustrationer 34 b/w illustrations
Originalsprog United Kingdom
Sideantal 368
Indbinding Hardback
Forlag Oxford University Press
Sideoplysninger 368 pages, 34 b/w illustrations
Mål 236 x 162 x 25
ISBN-13 / EAN-13 9780199641178